CME Canadian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9621 |
0.9597 |
-0.0024 |
-0.2% |
0.9437 |
| High |
0.9642 |
0.9624 |
-0.0018 |
-0.2% |
0.9669 |
| Low |
0.9552 |
0.9565 |
0.0013 |
0.1% |
0.9431 |
| Close |
0.9586 |
0.9617 |
0.0031 |
0.3% |
0.9606 |
| Range |
0.0090 |
0.0059 |
-0.0031 |
-34.4% |
0.0238 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
78,035 |
48,447 |
-29,588 |
-37.9% |
350,565 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9779 |
0.9757 |
0.9649 |
|
| R3 |
0.9720 |
0.9698 |
0.9633 |
|
| R2 |
0.9661 |
0.9661 |
0.9628 |
|
| R1 |
0.9639 |
0.9639 |
0.9622 |
0.9650 |
| PP |
0.9602 |
0.9602 |
0.9602 |
0.9608 |
| S1 |
0.9580 |
0.9580 |
0.9612 |
0.9591 |
| S2 |
0.9543 |
0.9543 |
0.9606 |
|
| S3 |
0.9484 |
0.9521 |
0.9601 |
|
| S4 |
0.9425 |
0.9462 |
0.9585 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0283 |
1.0182 |
0.9737 |
|
| R3 |
1.0045 |
0.9944 |
0.9671 |
|
| R2 |
0.9807 |
0.9807 |
0.9650 |
|
| R1 |
0.9706 |
0.9706 |
0.9628 |
0.9757 |
| PP |
0.9569 |
0.9569 |
0.9569 |
0.9594 |
| S1 |
0.9468 |
0.9468 |
0.9584 |
0.9519 |
| S2 |
0.9331 |
0.9331 |
0.9562 |
|
| S3 |
0.9093 |
0.9230 |
0.9541 |
|
| S4 |
0.8855 |
0.8992 |
0.9475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9642 |
0.9552 |
0.0090 |
0.9% |
0.0062 |
0.6% |
72% |
False |
False |
60,974 |
| 10 |
0.9669 |
0.9409 |
0.0260 |
2.7% |
0.0078 |
0.8% |
80% |
False |
False |
70,274 |
| 20 |
0.9719 |
0.9409 |
0.0310 |
3.2% |
0.0079 |
0.8% |
67% |
False |
False |
77,272 |
| 40 |
0.9846 |
0.9409 |
0.0437 |
4.5% |
0.0080 |
0.8% |
48% |
False |
False |
49,114 |
| 60 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0072 |
0.8% |
38% |
False |
False |
32,898 |
| 80 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0065 |
0.7% |
38% |
False |
False |
24,709 |
| 100 |
0.9955 |
0.9409 |
0.0546 |
5.7% |
0.0060 |
0.6% |
38% |
False |
False |
19,801 |
| 120 |
1.0000 |
0.9409 |
0.0591 |
6.1% |
0.0055 |
0.6% |
35% |
False |
False |
16,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9875 |
|
2.618 |
0.9778 |
|
1.618 |
0.9719 |
|
1.000 |
0.9683 |
|
0.618 |
0.9660 |
|
HIGH |
0.9624 |
|
0.618 |
0.9601 |
|
0.500 |
0.9595 |
|
0.382 |
0.9588 |
|
LOW |
0.9565 |
|
0.618 |
0.9529 |
|
1.000 |
0.9506 |
|
1.618 |
0.9470 |
|
2.618 |
0.9411 |
|
4.250 |
0.9314 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9610 |
0.9610 |
| PP |
0.9602 |
0.9604 |
| S1 |
0.9595 |
0.9597 |
|